+39.1%
OWL vs JEPI
+66.9%
-27.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -3.3% |
| 7D | -3.9% | -0.2% | -3.7% | -3.5% |
| 30D | -3.7% | -0.6% | -3.1% | -2.4% |
| 3M | +21.4% | +4.8% | +16.6% | +11.3% |
| 6M | +18.3% | +2.1% | +16.2% | +13.8% |
| YTD | -20.1% | +4.8% | -24.9% | -26.8% |
| 1Y | -32.8% | +8.4% | -41.2% | -42.2% |
| 3Y | +8.6% | +30.8% | -22.2% | -31.2% |
| 5Y | -4.5% | +41.0% | -45.4% | -46.1% |
| All | +39.1% | +66.9% | -27.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling